Anic Equity¶

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Total return since start: 0.573 %¶

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Equity now: -----------------------------> 48061.55 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46666.66 Kr¶

PnL: ---------------------------------------> -221.91 Kr¶

DD now: ---------------------------------> -1.169 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 09:13:01.976008'

Anic Portfolio¶

Today¶

Return: 0.057 %¶

This Week¶

Return: 1.111 %¶

Total¶

Return: 57.341 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2912.000000 276.000000 10.470000 2636.000010
Beijer Electronics Group 26 0.820000 3182.400000 211.400000 7.120000 2971.000006
Corem Property Group B 59 -0.690000 682.040000 105.040000 18.200000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -2.830000 445.800000 90.800000 25.580000 355.000000
Boozt 12 2.900000 1743.600000 89.600000 5.420000 1653.999996
HMS Networks 2 0.110000 718.000000 45.000000 6.690000 673.000000
OEM International B 7 0.770000 553.000000 25.000000 4.730000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.620000 549.200000 22.200000 4.210000 527.000000
Coor Service Management Hold. 8 0.660000 553.200000 21.200000 3.980000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Midsona B 63 -1.240000 601.650000 18.650000 3.200000 582.999984
Samhällsbyggnadsbo. i Norden D 12 -2.310000 263.760000 17.760000 7.220000 246.000000
Nordea Bank Abp 29 0.080000 3471.300000 17.300000 0.500000 3453.999992
Karnov Group 9 0.000000 551.700000 15.700000 2.930000 536.000004
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 0.000000 553.920000 10.920000 2.010000 543.000000
AcadeMedia 12 0.380000 566.160000 9.160000 1.640000 557.000004
Resurs Holding 22 -0.490000 583.000000 9.000000 1.570000 573.999998
Essity B 2 -0.140000 582.000000 8.000000 1.390000 574.000000
Creaspac SPAC 6 0.100000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 0.170000 571.080000 1.080000 0.190000 570.000000
CTEK 13 -1.610000 532.870000 -1.130000 -0.210000 533.999999
Handelsbanken A 5 -1.180000 543.000000 -3.000000 -0.550000 546.000000
Swedbank A 3 -0.560000 560.700000 -3.300000 -0.590000 564.000000
SAAB B 8 0.380000 3344.000000 -33.000000 -0.980000 3377.000000
Vivesto 1368 1.990000 560.880000 -52.120000 -8.500000 612.999432
International Petroleum Corp. 5 0.840000 539.500000 -55.070000 -9.260000 594.565215
Sampo Oyj SDB 7 -0.180000 3787.000000 -63.000000 -1.640000 3850.000000
Axfood 13 0.730000 3606.200000 -149.800000 -3.990000 3756.000001
OX2 18 -0.360000 1497.600000 -166.400000 -10.000000 1663.999992
Fasadgruppen Group 35 0.000000 3430.000000 -381.000000 -10.000000 3810.999990
Ovzon 52 -1.550000 2964.000000 -398.000000 -11.840000 3361.999992
TOTAL 46666.660000 -221.910000 -1.16871% 46888.564618

Updated:¶

'2023-01-17 09:13:14.126698'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶